-98.3%
DFNS vs MCO
-7.2%
-91.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.1% | +2.8% |
| 7D | -3.3% | -7.3% | +4.0% | +3.0% |
| 30D | -73.1% | -1.7% | -71.4% | -73.2% |
| 3M | -71.4% | +3.9% | -75.3% | -71.8% |
| 6M | -93.8% | +3.8% | -97.7% | -94.0% |
| YTD | -98.0% | -7.9% | -90.1% | -98.1% |
| All | -98.3% | -7.2% | -91.1% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling